+1,053.8%
IRM vs SSNC
+1,023.6%
+30.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +6.8% | +2.3% | +4.5% | +6.0% |
| 30D | +2.6% | -3.1% | +5.7% | +3.5% |
| 3M | -9.5% | -2.7% | -6.7% | -9.0% |
| 6M | -8.5% | +23.7% | -32.2% | -15.5% |
| YTD | +40.3% | -8.0% | +48.3% | +42.0% |
| 1Y | +28.7% | -4.7% | +33.4% | +28.7% |
| 3Y | +111.8% | +58.0% | +53.8% | +78.5% |
| 5Y | +189.1% | +8.0% | +181.1% | +171.9% |
| 10Y | +519.8% | +183.8% | +336.0% | +324.4% |
| All | +1,053.8% | +1,023.6% | +30.3% | +428.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling